A General Law of Complete Moment Convergence for Self-Normalized Sums

作者：Zang Qing pei^*

来源：Journal of Inequalities and Applications, 2010, 760735.

DOI：10.1155/2010/760735

Let {X, X(n); n >= 1} be a sequence of independent and identically distributed (i.i.d.) random variables, and X is in the domain of the normal law and EX = 0. In this paper, we obtain a general law of complete moment convergence for self-normalized sums.

• 出版日期2010
• 单位淮阴师范学院